Accurate Numerical Implementation of the Continuous-Discrete Extended Kalman Filter

DOI10.1109/TAC.2013.2272136zbMath1360.93700OpenAlexW2096897575MaRDI QIDQ2983315

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Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2013.2272136

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Numerical solutions to stochastic differential and integral equations (65C30)

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